+135.7%
BP vs AG
+72.5%
+63.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.6% |
| 7D | -0.8% | -4.0% | +3.3% | -0.4% |
| 30D | -3.1% | -13.1% | +9.9% | -2.0% |
| 3M | +6.2% | -22.0% | +28.2% | +8.2% |
| 6M | +4.8% | -37.3% | +42.1% | +8.5% |
| YTD | +35.2% | -11.2% | +46.3% | +32.0% |
| 1Y | +27.4% | +23.9% | +3.5% | +18.9% |
| 3Y | +49.8% | +225.1% | -175.4% | +17.6% |
| 5Y | +109.4% | +7.7% | +101.6% | +83.7% |
| 10Y | +135.7% | +86.9% | +48.8% | +78.3% |
| All | +135.7% | +72.5% | +63.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling